Improvement of binomial trees model and Black-Scholes model in option pricing

Black?Scholes formula is a common tool for people to price a European option, and it can be derived from binomial trees model by using infinite steps. However Black?Scholes model needs several assumptions which are not possible in the real world. In this article, the underlying stock log return is not a random walk. The seasonal and political effect on the stock price will be summarized and applied to the model, therefore to increase the accuracy. And most important by the difference between improved model and original model, people will get a measure about certain risks in option investment.